Pages that link to "Item:Q1424663"
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The following pages link to ``Asymptotically unbiased'' estimators of the tail index based on external estimation of the second order parameter (Q1424663):
Displayed 50 items.
- A simple generalisation of the Hill estimator (Q130015) (← links)
- Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework (Q347140) (← links)
- A class of new tail index estimators (Q520570) (← links)
- Semi-parametric second-order reduced-bias high quantile estimation (Q619113) (← links)
- Asymptotic normality of location invariant heavy tail index estimator (Q650731) (← links)
- Bias reduction in risk modelling: semi-parametric quantile estimation (Q882935) (← links)
- An interview with Ivette Gomes (Q897838) (← links)
- Procedure of test to compare the tail indices (Q904096) (← links)
- Bias reduction for endpoint estimation (Q906625) (← links)
- Location invariant Weiss-Hill estimator (Q906649) (← links)
- Adaptive estimation of heavy right tails: resampling-based methods in action (Q907363) (← links)
- Comparing extreme models when the sign of the extreme value index is known (Q962036) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- Bias reduction for high quantiles (Q974486) (← links)
- Kernel estimators for the second order parameter in extreme value statistics (Q974511) (← links)
- Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions (Q1003317) (← links)
- Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold (Q1003332) (← links)
- A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator (Q1003781) (← links)
- Does bias reduction with external estimator of second order parameter work for endpoint? (Q1011532) (← links)
- Second-order refined peaks-over-threshold modelling for heavy-tailed distributions (Q1022014) (← links)
- A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators (Q1623762) (← links)
- Bias-corrected and robust estimation of the bivariate stable tail dependence function (Q1694369) (← links)
- An estimator of heavy tail index through the generalized jackknife methodology (Q1718929) (← links)
- Bias reduction and explicit semi-parametric estimation of the tail index (Q1878667) (← links)
- Weighted moment estimators for the second order scale parameter (Q1930614) (← links)
- Estimation of the third-order parameter in extreme value statistics (Q1936549) (← links)
- A class of unbiased location invariant Hill-type estimators for heavy tailed distributions (Q1951775) (← links)
- A comparative study of the adaptive choice of thresholds in extreme hydrologic events (Q2002014) (← links)
- Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation (Q2156000) (← links)
- A class of semiparametric tail index estimators and its applications (Q2173041) (← links)
- Local-maximum-based tail index estimator (Q2257586) (← links)
- Ridge regression estimators for the extreme value index (Q2311597) (← links)
- Modeling extreme events: sample fraction adaptive choice in parameter estimation (Q2320944) (← links)
- Revisiting the maximum likelihood estimation of a positive extreme value index (Q2320945) (← links)
- Bias correction in extreme value statistics with index around zero (Q2375844) (← links)
- Asymptotically best linear unbiased tail estimators under a second-order regular variation condition (Q2386151) (← links)
- Semi-parametric probability-weighted moments estimation revisited (Q2445488) (← links)
- A new class of estimators of a ``scale'' second order parameter (Q2463675) (← links)
- Tail approximations to the density function in EVT (Q2463694) (← links)
- Improved reduced-bias tail index and quantile estimators (Q2480036) (← links)
- A location-invariant probability weighted moment estimation of the Extreme Value Index (Q2804923) (← links)
- Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408) (← links)
- Reduced-Bias Location-Invariant Extreme Value Index Estimation: A Simulation Study (Q3015856) (← links)
- Adaptive Reduced-Bias Tail Index and VaR Estimation via the Bootstrap Methodology (Q3098930) (← links)
- New Reduced-bias Estimators of a Positive Extreme Value Index (Q3178492) (← links)
- A Log Probability Weighted Moment Estimator of Extreme Quantiles (Q3459684) (← links)
- A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators (Q3459685) (← links)
- Tail index and second-order parameters’ semi-parametric estimation based on the log-excesses (Q3589967) (← links)
- Reduced‐bias tail index estimation and the jackknife methodology (Q3592389) (← links)
- Reduced-Bias Tail Index Estimators Under a Third-Order Framework (Q3631430) (← links)